how open the file downloaded, it is a format .lia ???

Here's some information from the FAQ. Let us know if you still run into issues.

How do I import from SnapEDA into Altium?
Follow these steps to import into Altium:

1. Select File > Import Wizard.
2. Select PCAD library from the list and click Next.
3. Click Next again to skip importing a design.
4. The next dialog will be to import a PCAD library. Add the file downloaded from SnapEDA and follow the rest of the prompts.

Hi,
i am not getting any list after selecting import wizard...
please help